-29.3%
AFRM vs HBM
+317.2%
-346.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.8% | -5.2% |
| 7D | -8.0% | +5.5% | -13.5% | -10.3% |
| 30D | -9.8% | +3.3% | -13.1% | -11.5% |
| 3M | +4.7% | +12.7% | -8.0% | -3.0% |
| 6M | +34.1% | +28.2% | +5.9% | +14.7% |
| YTD | -8.4% | +45.3% | -53.7% | -28.9% |
| 1Y | -22.9% | +121.7% | -144.6% | -52.2% |
| 3Y | +203.3% | +523.5% | -320.2% | +5.5% |
| 5Y | -26.0% | +393.9% | -419.9% | -70.6% |
| All | -29.3% | +317.2% | -346.5% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling